rcorr: Matrix of Correlations and P-values

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/rcorr.s

Description

rcorr Computes a matrix of Pearson's r or Spearman's rho rank correlation coefficients for all possible pairs of columns of a matrix. Missing values are deleted in pairs rather than deleting all rows of x having any missing variables. Ranks are computed using efficient algorithms (see reference 2), using midranks for ties.

Usage

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rcorr(x, y, type=c("pearson","spearman"))

## S3 method for class 'rcorr'
print(x, ...)

Arguments

x

a numeric matrix with at least 5 rows and at least 2 columns (if y is absent). For print, x is an object produced by rcorr.

y

a numeric vector or matrix which will be concatenated to x. If y is omitted for rcorr, x must be a matrix.

type

specifies the type of correlations to compute. Spearman correlations are the Pearson linear correlations computed on the ranks of non-missing elements, using midranks for ties.

...

argument for method compatiblity.

Details

Uses midranks in case of ties, as described by Hollander and Wolfe. P-values are approximated by using the t or F distributions.

Value

rcorr returns a list with elements r, the matrix of correlations, n the matrix of number of observations used in analyzing each pair of variables, and P, the asymptotic P-values. Pairs with fewer than 2 non-missing values have the r values set to NA. The diagonals of n are the number of non-NAs for the single variable corresponding to that row and column.

Author(s)

Frank Harrell
Department of Biostatistics
Vanderbilt University
fh@fharrell.com

References

Hollander M. and Wolfe D.A. (1973). Nonparametric Statistical Methods. New York: Wiley.

Press WH, Flannery BP, Teukolsky SA, Vetterling, WT (1988): Numerical Recipes in C. Cambridge: Cambridge University Press.

See Also

hoeffd, cor, combine.levels, varclus, dotchart3, impute, chisq.test, cut2.

Examples

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x <- c(-2, -1, 0, 1, 2)
y <- c(4,   1, 0, 1, 4)
z <- c(1,   2, 3, 4, NA)
v <- c(1,   2, 3, 4, 5)
rcorr(cbind(x,y,z,v))

Example output

Loading required package: lattice
Loading required package: survival
Loading required package: Formula
Loading required package: ggplot2

Attaching package: 'Hmisc'

The following objects are masked from 'package:base':

    format.pval, round.POSIXt, trunc.POSIXt, units

  x     y     z v
x 1  0.00  1.00 1
y 0  1.00 -0.75 0
z 1 -0.75  1.00 1
v 1  0.00  1.00 1

n
  x y z v
x 5 5 4 5
y 5 5 4 5
z 4 4 4 4
v 5 5 4 5

P
  x      y      z      v     
x        1.0000 0.0000 0.0000
y 1.0000        0.2546 1.0000
z 0.0000 0.2546        0.0000
v 0.0000 1.0000 0.0000       

Hmisc documentation built on Feb. 28, 2021, 9:05 a.m.